+197.1%
ABT vs NCLH
-56.9%
+254.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.5% |
| 7D | -5.9% | -4.8% | -1.1% | -5.6% |
| 30D | -8.1% | -21.7% | +13.6% | -6.5% |
| 3M | +14.5% | -22.2% | +36.8% | +16.4% |
| 6M | -6.3% | -27.5% | +21.2% | -4.4% |
| YTD | -17.1% | -33.6% | +16.5% | -15.2% |
| 1Y | -21.4% | -45.0% | +23.6% | -18.7% |
| 3Y | +5.9% | -11.0% | +17.0% | +3.5% |
| 5Y | -12.8% | -39.7% | +27.0% | -14.9% |
| All | +197.1% | -56.9% | +254.1% | +211.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NCLH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling